How to bring Grease Pencil drawings to another .blend file? - 2.80
I was able to do it by copying the GPencil item from the Outliner, and pasting it to the new file.
So now I know this can be done this way.

What sucks is that I was doing this in the hope that the Onion Skinning effect would be restored, but it wasn't. It seems the Onion Skinning effect got affected when I imported an image to draw over.